Technical definitions for our proprietary order-flow analytics, machine learning models, and execution scanners.
A specialized scanner designed to detect spoofing and generate consistent alpha by countering spoofed orders. It identifies patterns of fake liquidity—such as unbalanced quoting, phantom depth, and cyclical cancellations—to pinpoint when manipulators are overextended.
Identifies the moment a trader places a high-contract size limit order within the bid/ask spread, signaling directional conviction. The scanner validates whether this intent translates into real price movement, filtering out noise through multi-layered confirmation.
Reads structural tension in the order book by aggregating bid-ask depth across multiple levels. It isolates authentic liquidity shifts from transient noise and quote stuffing, delivering consistent, volume-driven alpha.
A machine learning-based model that predicts the next 2 ticks of price movement based on real-time order flow imbalances and book pressure.
Identifies mean-reversion zones based on exhausted order flow, typically occurring at price extremes where delta begins to decline despite continued price push, signaling a likely reversal.
A core analytics score calculated by our order book spoofing detection software. It evaluates order book depth dynamics, cancellation probability, and phantom depth to flag potential market manipulation in index and treasury futures.
A multi-dimensional visualization showing volume profiles at specific price levels. Used alongside cumulative delta to trace aggressive order flow, absorption, and to teach traders how to trade footprint charts in futures.
A significant bid ask volume imbalance in the depth of market (SuperDOM). Traders leverage L3, L5, and L10 depth ratios in their DOM imbalance order flow strategy to anticipate short-term momentum shifts.
An automated financial market commentary generator that runs a local Ollama AI model. It converts complex event logs and order flow imbalances into readable, chatgpt-style market recaps.
An automated trading video editor that uses FFmpeg to process trade log files. It automatically converts high-impact market events into vertical clips and youtube shorts for traders.